Keurig Dr Pepper Inc (KDP)
32.67
-0.15
(-0.46%)
USD |
NASDAQ |
Nov 04, 16:00
32.71
+0.04
(+0.12%)
After-Hours: 20:00
Keurig Dr Pepper Max Drawdown (5Y): 36.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 36.87% |
| September 30, 2024 | 36.87% |
| August 31, 2024 | 36.87% |
| July 31, 2024 | 36.87% |
| June 30, 2024 | 36.87% |
| May 31, 2024 | 36.87% |
| April 30, 2024 | 36.87% |
| March 31, 2024 | 36.87% |
| February 29, 2024 | 36.87% |
| January 31, 2024 | 36.87% |
| December 31, 2023 | 36.87% |
| November 30, 2023 | 36.87% |
| October 31, 2023 | 36.87% |
| September 30, 2023 | 36.87% |
| August 31, 2023 | 36.87% |
| July 31, 2023 | 36.87% |
| June 30, 2023 | 36.87% |
| May 31, 2023 | 36.87% |
| April 30, 2023 | 36.87% |
| March 31, 2023 | 36.87% |
| February 28, 2023 | 36.87% |
| January 31, 2023 | 36.87% |
| December 31, 2022 | 36.87% |
| November 30, 2022 | 36.87% |
| October 31, 2022 | 36.87% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.87% |
| August 31, 2022 | 36.87% |
| July 31, 2022 | 36.87% |
| June 30, 2022 | 36.87% |
| May 31, 2022 | 36.87% |
| April 30, 2022 | 36.87% |
| March 31, 2022 | 36.87% |
| February 28, 2022 | 36.87% |
| January 31, 2022 | 36.87% |
| December 31, 2021 | 36.87% |
| November 30, 2021 | 36.87% |
| October 31, 2021 | 36.87% |
| September 30, 2021 | 36.87% |
| August 31, 2021 | 36.87% |
| July 31, 2021 | 36.87% |
| June 30, 2021 | 36.87% |
| May 31, 2021 | 36.87% |
| April 30, 2021 | 36.87% |
| March 31, 2021 | 36.87% |
| February 28, 2021 | 36.87% |
| January 31, 2021 | 36.87% |
| December 31, 2020 | 36.87% |
| November 30, 2020 | 36.87% |
| October 31, 2020 | 36.87% |
| September 30, 2020 | 36.87% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
15.88%
Minimum
Nov 2019
36.87%
Maximum
Mar 2020
35.47%
Average
36.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Coca-Cola Co | 37.01% |
| PepsiCo Inc | 28.81% |
| Monster Beverage Corp | 27.60% |
| Celsius Holdings Inc | 70.10% |
| The Vita Coco Co Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.962 |
| Beta (5Y) | 0.632 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.28% |
| Historical Sharpe Ratio (5Y) | 0.1576 |
| Historical Sortino (5Y) | 0.2315 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.78% |